Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-05-25 0.339433 0.371729 0.407034 0.448728 0.496924 0.551263 0.617694
2025-06-01 0.298945 0.340349 0.388317 0.448715 0.523783 0.615476 0.738314
2025-06-08 0.278190 0.326508 0.385142 0.462988 0.565966 0.701142 0.898647
2025-06-15 0.258317 0.310392 0.375918 0.466708 0.593207 0.769938 1.049346
2025-06-22 0.240029 0.293844 0.363559 0.463602 0.609234 0.824071 1.189052
2025-06-29 0.225007 0.279849 0.352688 0.460466 0.623628 0.876702 1.337380
2025-07-06 0.208697 0.262654 0.335677 0.446292 0.618953 0.897738 1.435185
2025-07-13 0.201293 0.256897 0.333848 0.453760 0.648111 0.978231 1.664332
2025-07-20 0.194364 0.251178 0.331405 0.459710 0.675125 1.059327 1.920514
2025-07-27 0.185865 0.242591 0.323996 0.456953 0.686763 1.113909 2.137244
2025-08-03 0.179463 0.236582 0.319894 0.458922 0.706594 1.187610 2.428103
2025-08-10 0.169468 0.224728 0.306113 0.443693 0.693338 1.191603 2.538934
2025-08-17 0.159395 0.212495 0.291385 0.426321 0.675338 1.185140 2.627516
2025-08-24 0.154271 0.207403 0.287444 0.426957 0.691591 1.256672 2.984598
2025-08-31 0.152372 0.207036 0.290852 0.440527 0.734819 1.399818 3.669800
2025-09-07 0.148526 0.203448 0.288804 0.444120 0.758281 1.501557 4.290501
2025-09-14 0.143702 0.198088 0.283513 0.441287 0.767782 1.570015 4.836936
2025-09-21 0.139211 0.193037 0.278430 0.438393 0.776744 1.639524 5.461193
2025-09-28 0.133132 0.185217 0.268309 0.425199 0.761193 1.636453 5.713206
2025-10-05 0.131034 0.183660 0.268685 0.432162 0.792459 1.779526 6.986704
2025-10-12 0.128802 0.181775 0.268367 0.437706 0.821234 1.924900 8.558823
2025-10-19 0.125363 0.177775 0.264159 0.435140 0.830047 2.008357 9.855872
2025-10-26 0.122820 0.175142 0.262205 0.436973 0.850102 2.137972 11.929860